Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48125.31 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46730.43 Kr¶

PnL: ---------------------------------------> -158.14 Kr¶

DD now: ---------------------------------> -1.038 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:30:16.854412'

Anic Portfolio¶

This Week¶

Return: 1.237 %¶

Total¶

Return: 57.538 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.380000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 1.490000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 7.340000 690.300000 113.300000 19.640000 576.999999
Samhällsbyggnadsbo. i Norden B 20 6.730000 453.600000 98.600000 27.770000 355.000000
HMS Networks 2 1.240000 720.800000 47.800000 7.100000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.220000 1690.800000 36.800000 2.220000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 4.630000 271.200000 25.200000 10.240000 246.000000
MedCap 2 5.190000 446.000000 25.000000 5.940000 421.000000
Midsona B 63 2.660000 607.950000 24.950000 4.280000 582.999984
OEM International B 7 2.220000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
Intrum 4 2.330000 544.800000 17.800000 3.380000 527.000000
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
CTEK 13 6.070000 549.380000 15.380000 2.880000 533.999999
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Resurs Holding 22 0.040000 585.200000 11.200000 1.950000 573.999998
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
AcadeMedia 12 0.510000 564.240000 7.240000 1.300000 557.000004
Essity B 2 0.590000 579.800000 5.800000 1.010000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.320000 547.500000 1.500000 0.270000 546.000000
Swedbank A 3 0.430000 563.400000 -0.600000 -0.110000 564.000000
Securitas B 6 0.770000 567.960000 -2.040000 -0.360000 570.000000
SAAB B 8 1.580000 3334.400000 -42.600000 -1.260000 3377.000000
International Petroleum Corp. 5 3.170000 537.000000 -57.570000 -9.680000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 0.410000 535.710000 -77.290000 -12.610000 612.999432
OX2 18 -1.940000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.550000 3575.000000 -181.000000 -4.820000 3756.000001
Fasadgruppen Group 35 0.810000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.560000 3042.000000 -320.000000 -9.520000 3361.999992
TOTAL 46727.180000 -161.390000 -1.0451% 46888.564618

Updated:¶

'2023-01-16 16:29:08.103807'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶